IEEE - Institute of Electrical and Electronics Engineers, Inc. - Extreme-value and Margin Setting with Price Limits Using a Censoring Technique

2007 Second International Conference on Innovative Computing, Information and Control

Author(s): Jian-Hsin Chou ; Yu-Chuan Huang ; Hong-Fwu Yu
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 September 2007
Conference Location: Kumamoto, Japan
Conference Date: 5 September 2007
Page(s): 330
ISBN (Paper): 0-7695-2882-1
DOI: 10.1109/ICICIC.2007.301
Regular:

Extensive research has been conducted on the issue of how to set the appropriate margin level using the extreme value theory. However, there are no studies exploring the impact of the price limits... View More

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